I use Sublime Text 3 with GoSublime and have noticed that the undo stack is just my changes (makes sense, the goimports is an external process), but that's cool because any CTRL+S is going to trigger goimports and so the correction of the imports is invisible and always there.
I believe it has worked well for me for undo. However some other Atom formatters have broken my undo in weird ways, namely the formatter for Node JS I had turned on to auto format on saves. I had to turn it off.